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NTPC at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| NTPC | 303.45 | n/a | 0.97 | 300 / 320 | 310 | Direction not established |
Comparison window: session. PCR is full-expiry Open Interest, puts ÷ calls. The walls are the largest put Open Interest at or below spot and the largest call Open Interest at or above it.
Why this stock has the detailed view: Decided from the latest snapshot alone (no ledger of at least 3 sessions yet); Open interest within 5 strikes of the money is Rs 294.68Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 340.74Cr, above the Rs 100.00Cr floor; 11 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 13.2% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 95 strikes are listed.
NTPC — Direction not established
Not enough matched session positioning for a direction
- The dayNTPC at 303.45 · PCR 0.97 full expiry, 0.79 on screen
- The positionsPut wall 300 (17.21L, +3.08L today) · Call wall 320 (17.42L, +2.93L today) · 0.51 puts added per call today
- The tradingBusiest 300 (33.11L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where NTPC sits against its walls
- Above the call wallSustained trade above 320 (+16.55 from spot). Next call Open Interest above: 330 (13.46L).
- Between the walls · spot is hereSpot between 300 and 320, now 17% of the way up. Max pain 310 (+6.55 from spot).
- Below the put wallSustained trade below 300 (−3.45 from spot). Next put Open Interest below: 270 (10.20L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 320 | +17 (+5.45%) | 17.42L |
| Move range high | 316 | +13 (+4.19%) | — |
| Next call wall | 310 | +7 (+2.16%) | 12.68L |
| Max pain | 310 | +7 (+2.16%) | — |
| Spot | 303 | — | — |
| Put wall | 300 | −3 (−1.14%) | 17.21L |
| Gamma flip | 295 | −9 (−2.80%) | — |
| Move range low | 291 | −13 (−4.19%) | — |
| Next put wall | 290 | −13 (−4.43%) | 5.39L |
The move being priced
The ATM straddle prices a move of about ±13 to expiry, a range of 291 to 316, at an ATM implied volatility of 23.4%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched36 of 42 (86%) · 17 Call, 19 Put
- Positioning leanNot measured
- NTPC vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 6 of 42 displayed legs have no matched session reading.
- The previous close for the immediately preceding session is not available, so the day change is left unknown rather than measured against an older date.
Expiry 2026-11-23 · 21 displayed strikes, 277.5 to 327.5 · Full expiry, 95 strikes, 150 to 475
NTPC on the live tools
This article is the read. These pages are the terminal, each opening on NTPC.